I will warn you that the first book of the Malazan series, Gardens of the Moon, does toss you in medias res, and lets you figure out for yourself what is going on. The glossary at the back of the book and the list of characters in the front of the book are very useful.
Keep track of the characters; for example, in Deadhouse Gates, (which should have the title The Chain of Dogs), there is a very minor character, Toblakai. His real name is Karsa Orlong, and he is a very important character in House of Chains and most of the succeeding novels.
The overall tone of the series is rather grim, although there are some bits which are quite funny; for example, the conversation Bugg has with his lawyer in Reaper's Gale just before he goes bankrupt is a first-rate piece of comic writing. Another bit I liked was Kallor having one of the best boasts in the history of boasts: "I walked this land when the T'lan Imass were but children. I have commanded armies a hundred thousand strong. I have spread the fire of my wrath across entire continents, and sat alone upon tall thrones. Do you grasp the meaning of this?" Caladan Brood immediately shoots back with "Yes. You never learn."
There are no guarantees that anyone survives. For example, Whiskeyjack, the main character in the first book, is (spoiler) killed in the third book. Although being killed in this series does not necessarily prevent a character from reappearing, since (spoiler) Whiskeyjack shows up again in two of the later books. And Toc the Younger (spoiler) manages to get reborn twice, and loses his left eye three times. Hood, the god of death, is killed in Toll the Dogs, but reappears in The Crippled God. When someone says to him "I thought you were dead", Hood replies that being the former god of death gives certain advantages with regard to leaving the land of the dead.
There are also some novels by Ian Esslemont set in the same world at the same time. These novels are canonical, and do give necessary information; for example, we find out what happens to Lasseen in The Return of the Red Guard. Unfortunately, Esslemont is not as good a writer as Erikson (who can write a bit clunkily at times).
There is a unique system of magic, "warrens" from which a magic user can draw power. A character can "ascend" to godhood, sometimes involuntarily. The Crippled God makes Karsa Urlong a demigod (Knight of Chains) without consulting Karsa, and both Karsa and Heboric (a former priest who has accidentally killed his god) realize that the Crippled God is going to come to regret it. Similarly, Ganoes Paran becomes Master of the Deck of Dragons (a Tarot-like card deck which can be used to divine the future and has some aspects of control over the warrens) and doesn't want the job, since he feels that it gives him more power than he can deal with.
One character I should mention is Kruppe, who wants people to underestimate him as a minor magic user and fence who is interested mainly in good food and good wine. He is, in fact, probably the most intelligent character in the novels, and is a friend of the Elder god K'rull (not a worshiper of K'rull, nor K'rull's disciple or priest, but K'rull's friend). At the end of the first book, K'rull owes Kruppe a favor, something which Kruppe is not sure is a good thing or a bad thing. Kruppe also has an annoying habit of referring to himself in the third person.
I really liked it, and am waiting for the next books to come out.
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